+1,103.8%
LITE vs CMS
+38.3%
+1,065.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -0.4% | -18.3% | -18.8% |
| 7D | -44.6% | +1.7% | -46.2% | -44.2% |
| 30D | -55.0% | +8.6% | -63.7% | -53.9% |
| 3M | -38.3% | -0.5% | -37.8% | -38.2% |
| 6M | -48.8% | -4.2% | -44.6% | -49.2% |
| YTD | +38.3% | +3.4% | +34.8% | +40.8% |
| 1Y | +119.0% | +0.4% | +118.6% | +121.0% |
| All | +1,103.8% | +38.3% | +1,065.5% | +946.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CMS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling